+134.4%
ICE vs CLBK
+65.6%
+68.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.6% |
| 7D | -5.3% | -1.4% | -4.0% | -5.0% |
| 30D | +3.0% | +4.5% | -1.5% | +1.9% |
| 3M | +11.4% | +22.8% | -11.4% | +6.1% |
| 6M | -2.0% | +43.4% | -45.5% | -10.2% |
| YTD | -3.1% | +64.1% | -67.2% | -14.2% |
| 1Y | -8.4% | +67.6% | -75.9% | -19.4% |
| 3Y | +40.7% | +53.3% | -12.5% | +23.5% |
| 5Y | +40.0% | +44.8% | -4.9% | +17.8% |
| All | +134.4% | +65.6% | +68.8% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling